iShares Self-Driving EV and Tech ETF (IDRV)

29.04 -0.23 (-0.80%) USD  |  NYSEARCA  |  Nov 15, 16:00
28.95 -0.09 (-0.30%) After-Hours: 20:00
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IDRV Historical Sortino (5Y)

Historical Sortino (5Y) Chart

View Historical Sortino (5Y) for IDRV.
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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sortino (5Y) Data

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Date Value
October 31, 2024 --
September 30, 2024 --
August 31, 2024 --
Date Value
July 31, 2024 --
June 30, 2024 --

Sortino Ratio Definition

The Sortino Ratio is named after Frank Sortino, who is widely recognized for his use of downside risk.

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Historical Sortino (5Y) Range, Past 5 Years

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Minimum
Oct 2024
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Maximum
Sep 2024
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Average
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Median
Jul 2024

Historical Sortino (5Y) Benchmarks

iShares Global Industrials ETF Upgrade
The Industrial Select Sector SPDR® ETF Upgrade
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NYLI Cleaner Transport ETF --

Historical Sortino (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Alpha (vs YCharts Benchmark) (5Y) Upgrade
Beta (vs YCharts Benchmark) (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sharpe Ratio (5Y) Upgrade
Max Drawdown (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade